ASX Monthly Activity Report - October 2017

28 November 2017

Trading – Cash Markets (including equities, interest rate and warrant trades) In October 2017, the average daily number of trades was 15% higher than the pcp. The average daily value traded on-market of $3.7 billion was down 6% on the pcp. Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.3% in October, in line with the previous month (0.3%). Expected future volatility (as measured by the S&P/ASX 200 VIX) in October was an average of 11.3 (compared to 12.7 in September).